Summary
Load packages
suppressPackageStartupMessages({
library(tidyverse)
library(mcvis)
library(corrplot)
library(mvtnorm)
library(RColorBrewer)
})
## Warning: replacing previous import 'shiny::renderDataTable' by
## 'DT::renderDataTable' when loading 'mcvis'
theme_set(theme_bw(18) +
theme(legend.position = "bottom"))
Simulation 1: random normal with built linear term
X1 = X2 + X3
set.seed(1)
p = 10
n = 100
X = matrix(rnorm(n*p), ncol = p)
X[,1] = X[,2] + X[,3] + rnorm(n, 0, 0.1)
mcvis_result = mcvis(X)
ggplot_mcvis(mcvis_result)
corrplot.mixed(cor(X), upper = "square")
corrplot.mixed(1 - mcvis_result$g, upper = "square")
X1 = X2 - X3
X = matrix(rnorm(n*p), ncol = p)
X[,1] = X[,2] - X[,3] + rnorm(n, 0, 0.1)
mcvis_result = mcvis(X)
ggplot_mcvis(mcvis_result)
corrplot.mixed(cor(X), upper = "square")
corrplot.mixed(1 - mcvis_result$g, upper = "square")
X1 = X2 + X3 and X2 = X3 + X4
X = matrix(rnorm(n*p), ncol = p)
X[,1] = X[,2] + X[,3] + rnorm(n, 0, 0.1)
X[,2] = X[,3] + X[,4] + rnorm(n, 0, 0.1)
mcvis_result = mcvis(X)
ggplot_mcvis(mcvis_result)
corrplot.mixed(cor(X), upper = "square")
corrplot.mixed(1 - mcvis_result$g, upper = "square")
Simulation 2: \(\rho^{|i - j|}\)
Rho = -0.99
set.seed(1)
rho = -0.99
rows = matrix(rep(c(1:p), p), nrow = p, byrow = F)
cols = t(rows)
XSigma = rho^abs(rows - cols)
X = rmvnorm(n = n, mean = rep(0, p), sigma = XSigma)
mcvis_result = mcvis(X)
ggplot_mcvis(mcvis_result, type = "max")
ggplot_mcvis(mcvis_result, type = "first")
corrplot.mixed(cor(X), upper = "square")
corrplot.mixed(1 - mcvis_result$g, upper = "square")
Rho = 0.99
set.seed(2)
rho = 0.99
rows = matrix(rep(c(1:p), p), nrow = p, byrow = F)
cols = t(rows)
XSigma = rho^abs(rows - cols)
X = rmvnorm(n = n, mean = rep(0, p), sigma = XSigma)
mcvis_result = mcvis(X)
ggplot_mcvis(mcvis_result, type = "max")
ggplot_mcvis(mcvis_result, type = "first")
corrplot.mixed(cor(X), upper = "square")
corrplot.mixed(1 - mcvis_result$g, upper = "square")
session info
devtools::session_info()
## ─ Session info ──────────────────────────────────────────────────────────
## setting value
## version R version 3.5.1 (2018-07-02)
## os macOS High Sierra 10.13.4
## system x86_64, darwin15.6.0
## ui X11
## language (EN)
## collate en_AU.UTF-8
## ctype en_AU.UTF-8
## tz Australia/Sydney
## date 2018-12-15
##
## ─ Packages ──────────────────────────────────────────────────────────────
## package * version date lib source
## assertthat 0.2.0 2017-04-11 [1] CRAN (R 3.5.0)
## backports 1.1.2 2017-12-13 [1] CRAN (R 3.5.0)
## bindr 0.1.1 2018-03-13 [1] CRAN (R 3.5.0)
## bindrcpp 0.2.2 2018-03-29 [1] CRAN (R 3.5.0)
## broom 0.5.1 2018-12-05 [1] CRAN (R 3.5.0)
## callr 3.1.0 2018-12-10 [1] CRAN (R 3.5.0)
## cellranger 1.1.0 2016-07-27 [1] CRAN (R 3.5.0)
## cli 1.0.1 2018-09-25 [1] CRAN (R 3.5.0)
## colorspace 1.3-2 2016-12-14 [1] CRAN (R 3.5.0)
## corrplot * 0.84 2017-10-16 [1] CRAN (R 3.5.0)
## crayon 1.3.4 2017-09-16 [1] CRAN (R 3.5.0)
## desc 1.2.0 2018-05-01 [1] CRAN (R 3.5.0)
## devtools 2.0.1 2018-10-26 [1] CRAN (R 3.5.1)
## digest 0.6.18 2018-10-10 [1] CRAN (R 3.5.0)
## dplyr * 0.7.8 2018-11-10 [1] CRAN (R 3.5.0)
## DT 0.5 2018-11-05 [1] CRAN (R 3.5.0)
## evaluate 0.12 2018-10-09 [1] CRAN (R 3.5.0)
## forcats * 0.3.0 2018-02-19 [1] CRAN (R 3.5.0)
## foreign 0.8-71 2018-07-20 [1] CRAN (R 3.5.0)
## fs 1.2.6 2018-08-23 [1] CRAN (R 3.5.0)
## generics 0.0.2 2018-11-29 [1] CRAN (R 3.5.0)
## ggplot2 * 3.1.0 2018-10-25 [1] CRAN (R 3.5.0)
## glue 1.3.0 2018-07-17 [1] CRAN (R 3.5.0)
## gtable 0.2.0 2016-02-26 [1] CRAN (R 3.5.0)
## haven 2.0.0 2018-11-22 [1] CRAN (R 3.5.0)
## hms 0.4.2 2018-03-10 [1] CRAN (R 3.5.0)
## htmltools 0.3.6 2017-04-28 [1] CRAN (R 3.5.0)
## htmlwidgets 1.3 2018-09-30 [1] CRAN (R 3.5.0)
## httpuv 1.4.5 2018-07-19 [1] CRAN (R 3.5.0)
## httr 1.4.0 2018-12-11 [1] CRAN (R 3.5.1)
## igraph 1.2.2 2018-07-27 [1] CRAN (R 3.5.0)
## jsonlite 1.6 2018-12-07 [1] CRAN (R 3.5.0)
## knitr 1.21 2018-12-10 [1] CRAN (R 3.5.1)
## labeling 0.3 2014-08-23 [1] CRAN (R 3.5.0)
## later 0.7.5 2018-09-18 [1] CRAN (R 3.5.0)
## lattice 0.20-38 2018-11-04 [1] CRAN (R 3.5.0)
## lazyeval 0.2.1 2017-10-29 [1] CRAN (R 3.5.0)
## lubridate 1.7.4 2018-04-11 [1] CRAN (R 3.5.0)
## magrittr 1.5 2014-11-22 [1] CRAN (R 3.5.0)
## mcvis * 0.2.5 2018-12-15 [1] local
## memoise 1.1.0 2017-04-21 [1] CRAN (R 3.5.0)
## mime 0.6 2018-10-05 [1] CRAN (R 3.5.0)
## mnormt 1.5-5 2016-10-15 [1] CRAN (R 3.5.0)
## modelr 0.1.2 2018-05-11 [1] CRAN (R 3.5.0)
## munsell 0.5.0 2018-06-12 [1] CRAN (R 3.5.0)
## mvtnorm * 1.0-8 2018-05-31 [1] CRAN (R 3.5.0)
## nlme 3.1-137 2018-04-07 [1] CRAN (R 3.5.1)
## pillar 1.3.0 2018-07-14 [1] CRAN (R 3.5.0)
## pkgbuild 1.0.2 2018-10-16 [1] CRAN (R 3.5.0)
## pkgconfig 2.0.2 2018-08-16 [1] CRAN (R 3.5.0)
## pkgload 1.0.2 2018-10-29 [1] CRAN (R 3.5.0)
## plyr 1.8.4 2016-06-08 [1] CRAN (R 3.5.0)
## prettyunits 1.0.2 2015-07-13 [1] CRAN (R 3.5.0)
## processx 3.2.1 2018-12-05 [1] CRAN (R 3.5.0)
## promises 1.0.1 2018-04-13 [1] CRAN (R 3.5.0)
## ps 1.2.1 2018-11-06 [1] CRAN (R 3.5.0)
## psych 1.8.10 2018-10-31 [1] CRAN (R 3.5.0)
## purrr * 0.2.5 2018-05-29 [1] CRAN (R 3.5.0)
## R6 2.3.0 2018-10-04 [1] CRAN (R 3.5.1)
## RColorBrewer * 1.1-2 2014-12-07 [1] CRAN (R 3.5.0)
## Rcpp 1.0.0 2018-11-07 [1] CRAN (R 3.5.0)
## readr * 1.3.0 2018-12-11 [1] CRAN (R 3.5.1)
## readxl 1.1.0 2018-04-20 [1] CRAN (R 3.5.0)
## remotes 2.0.2 2018-10-30 [1] CRAN (R 3.5.1)
## reshape2 1.4.3 2017-12-11 [1] CRAN (R 3.5.0)
## rlang 0.3.0.1 2018-10-25 [1] CRAN (R 3.5.0)
## rmarkdown 1.11 2018-12-08 [1] CRAN (R 3.5.0)
## rprojroot 1.3-2 2018-01-03 [1] CRAN (R 3.5.0)
## rstudioapi 0.8 2018-10-02 [1] CRAN (R 3.5.0)
## rvest 0.3.2 2016-06-17 [1] CRAN (R 3.5.0)
## scales 1.0.0 2018-08-09 [1] CRAN (R 3.5.0)
## sessioninfo 1.1.1 2018-11-05 [1] CRAN (R 3.5.0)
## shiny 1.2.0 2018-11-02 [1] CRAN (R 3.5.0)
## stringi 1.2.4 2018-07-20 [1] CRAN (R 3.5.0)
## stringr * 1.3.1 2018-05-10 [1] CRAN (R 3.5.0)
## testthat 2.0.1 2018-10-13 [1] CRAN (R 3.5.0)
## tibble * 1.4.2 2018-01-22 [1] CRAN (R 3.5.0)
## tidyr * 0.8.2 2018-10-28 [1] CRAN (R 3.5.0)
## tidyselect 0.2.5 2018-10-11 [1] CRAN (R 3.5.0)
## tidyverse * 1.2.1 2017-11-14 [1] CRAN (R 3.5.0)
## usethis 1.4.0 2018-08-14 [1] CRAN (R 3.5.0)
## withr 2.1.2 2018-03-15 [1] CRAN (R 3.5.0)
## xfun 0.4 2018-10-23 [1] CRAN (R 3.5.1)
## xml2 1.2.0 2018-01-24 [1] CRAN (R 3.5.0)
## xtable 1.8-3 2018-08-29 [1] CRAN (R 3.5.0)
## yaml 2.2.0 2018-07-25 [1] CRAN (R 3.5.0)
##
## [1] /Library/Frameworks/R.framework/Versions/3.5/Resources/library